Trading Metrics calculated at close of trading on 29-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,880 |
19,779 |
-101 |
-0.5% |
19,800 |
High |
19,920 |
19,817 |
-103 |
-0.5% |
19,933 |
Low |
19,769 |
19,729 |
-40 |
-0.2% |
19,792 |
Close |
19,775 |
19,759 |
-16 |
-0.1% |
19,874 |
Range |
151 |
88 |
-63 |
-41.7% |
141 |
ATR |
126 |
124 |
-3 |
-2.2% |
0 |
Volume |
88,829 |
86,353 |
-2,476 |
-2.8% |
347,053 |
|
Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,032 |
19,984 |
19,808 |
|
R3 |
19,944 |
19,896 |
19,783 |
|
R2 |
19,856 |
19,856 |
19,775 |
|
R1 |
19,808 |
19,808 |
19,767 |
19,788 |
PP |
19,768 |
19,768 |
19,768 |
19,759 |
S1 |
19,720 |
19,720 |
19,751 |
19,700 |
S2 |
19,680 |
19,680 |
19,743 |
|
S3 |
19,592 |
19,632 |
19,735 |
|
S4 |
19,504 |
19,544 |
19,711 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,289 |
20,223 |
19,952 |
|
R3 |
20,148 |
20,082 |
19,913 |
|
R2 |
20,007 |
20,007 |
19,900 |
|
R1 |
19,941 |
19,941 |
19,887 |
19,974 |
PP |
19,866 |
19,866 |
19,866 |
19,883 |
S1 |
19,800 |
19,800 |
19,861 |
19,833 |
S2 |
19,725 |
19,725 |
19,848 |
|
S3 |
19,584 |
19,659 |
19,835 |
|
S4 |
19,443 |
19,518 |
19,797 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,922 |
19,729 |
193 |
1.0% |
83 |
0.4% |
16% |
False |
True |
66,915 |
10 |
19,933 |
19,729 |
204 |
1.0% |
90 |
0.5% |
15% |
False |
True |
90,032 |
20 |
19,933 |
19,001 |
932 |
4.7% |
126 |
0.6% |
81% |
False |
False |
79,928 |
40 |
19,933 |
17,360 |
2,573 |
13.0% |
151 |
0.8% |
93% |
False |
False |
40,268 |
60 |
19,933 |
17,360 |
2,573 |
13.0% |
151 |
0.8% |
93% |
False |
False |
26,891 |
80 |
19,933 |
17,360 |
2,573 |
13.0% |
155 |
0.8% |
93% |
False |
False |
20,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,191 |
2.618 |
20,048 |
1.618 |
19,960 |
1.000 |
19,905 |
0.618 |
19,872 |
HIGH |
19,817 |
0.618 |
19,784 |
0.500 |
19,773 |
0.382 |
19,763 |
LOW |
19,729 |
0.618 |
19,675 |
1.000 |
19,641 |
1.618 |
19,587 |
2.618 |
19,499 |
4.250 |
19,355 |
|
|
Fisher Pivots for day following 29-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,773 |
19,826 |
PP |
19,768 |
19,803 |
S1 |
19,764 |
19,781 |
|